NPORT-P false 0000842790 XXXXXXXX S000064667 C000209384 C000209386 C000209385 C000209388 C000209389 C000209387 AIM Investment Securities Funds (Invesco Investment Securities Funds) 811-05686 0000842790 G61U5I6LJJEX0O3SU057 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Intermediate Bond Factor Fund S000064667 549300VKJFGD8ZYU4704 2025-02-28 2024-11-30 N 283626531.33 40782147.11 242844384.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 37531993.33000000 0.00000000 0.00000000 577499.27000000 USD N Bloomberg Barclays US Aggregate Bond Index 100% BB-US Agg Toyota Motor Corp. 5493006W3QUS5LMH6R84 892331AM1 400000.00000000 PA USD 384010.46000000 0.158130261580 Long DBT CORP JP N 2 2026-03-25 Fixed 1.33900000 N N N N N N GLP Capital, L.P. / GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AR0 114000.00000000 PA USD 99661.11000000 0.041039083658 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432CT0 148000.00000000 PA USD 176495.03000000 0.072678242310 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAN3 400000.00000000 PA USD 388129.94000000 0.159826607169 Long DBT CORP US N 2 2062-06-01 Fixed 5.25000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHT1 7182500.00000000 PA USD 7021875.74000000 2.891512506065 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AN7 150000.00000000 PA USD 153273.54000000 0.063115949949 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DH5 110000.00000000 PA USD 112769.66000000 0.046437005476 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 200000.00000000 PA USD 208472.15000000 0.085845983496 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0606C4 1600000.00000000 PA USD 1618974.62000000 0.666671632205 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 39.00000000 NC USD 117217.31000000 0.048268486988 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Bonds U.S. Treasury Bonds 2025-03-20 4543282.69000000 USD 117217.31000000 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2G7 350000.00000000 PA USD 319927.45000000 0.131741753480 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Puget Sound Energy, Inc. 8MNFJR7KOMBQ7X62LK44 745332CB0 300000.00000000 PA USD 314814.87000000 0.129636462877 Long DBT CORP US N 2 2040-03-15 Fixed 5.79500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECD5 350000.00000000 PA USD 372520.34000000 0.153398787127 Long DBT CORP GB N 2 2028-11-02 Variable 7.38500000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XCA2 500000.00000000 PA USD 481065.28000000 0.198096110620 Long DBT CORP US N 2 2050-05-15 Fixed 5.25000000 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAK7 350000.00000000 PA USD 328967.34000000 0.135464256691 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 09857LAR9 225000.00000000 PA USD 225564.50000000 0.092884379733 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFX2 300000.00000000 PA USD 295678.90000000 0.121756531842 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CAY5 220000.00000000 PA USD 237218.67000000 0.097683407735 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A45 200000.00000000 PA USD 196441.45000000 0.080891905584 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AU1 147000.00000000 PA USD 134092.94000000 0.055217640889 Long DBT CORP US N 2 2044-05-15 Fixed 5.10000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140AU4 30000.00000000 PA USD 29097.20000000 0.011981829472 Long DBT CORP US N 2 2026-05-19 Fixed 2.60000000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AC7 96000.00000000 PA USD 94988.96000000 0.039115156113 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2J1 520000.00000000 PA USD 464582.15000000 0.191308582857 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N Booz Allen Hamilton Inc. 549300D7XCH2480XU542 09951LAC7 80000.00000000 PA USD 83240.48000000 0.034277292541 Long DBT CORP US N 2 2033-08-04 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0306C3 600000.00000000 PA USD 531790.61000000 0.218984108571 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 3.00000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810TK4 725600.00000000 PA USD 629968.18000000 0.259412290724 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BX0 310000.00000000 PA USD 283440.55000000 0.116716946496 Long DBT CORP US N 2 2027-10-01 Fixed 1.20000000 N N N N N N Time Warner Cable, LLC 549300U5NFR7S6E3GM41 88732JBD9 420000.00000000 PA USD 328479.99000000 0.135263572618 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 241022.44000000 PA USD 32239.11000000 0.013275625089 Long ABS-APCP USGA US N 2 2047-10-16 Floating 1.47504000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 800000.00000000 PA USD 671697.08000000 0.276595681698 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Jacobs Engineering Group Inc. 549300CZ8QS1GE53O776 469814AA5 250000.00000000 PA USD 257481.03000000 0.106027170785 Long DBT CORP US N 2 2033-03-01 Fixed 5.90000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMCT7 2439163.26000000 PA USD 83127.42000000 0.034230735978 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 1.08131300 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 455000.00000000 PA USD 466623.61000000 0.192149228197 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CL0 200000.00000000 PA USD 212050.31000000 0.087319420904 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFD9 300000.00000000 PA USD 301200.98000000 0.124030448950 Long DBT CORP US N 2 2064-04-15 Fixed 5.50000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DM6 20000.00000000 PA USD 19933.11000000 0.008208182397 Long DBT CORP US N 2 2048-04-01 Variable 5.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 450000.00000000 PA USD 430124.95000000 0.177119578606 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BBA7 200000.00000000 PA USD 203602.27000000 0.083840633438 Long DBT CORP US N 2 2033-08-15 Fixed 5.45000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBW4 700000.00000000 PA USD 529474.78000000 0.218030481413 Long DBT CORP GB N 2 2042-11-24 Variable 3.33000000 N N N N N N Enstar Group Ltd. 213800AMAL5QFXVUCN04 29359UAC3 110000.00000000 PA USD 94594.85000000 0.038952866999 Long DBT CORP BM N 2 2031-09-01 Fixed 3.10000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BS2 50000.00000000 PA USD 41066.35000000 0.016910561935 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KU4 275000.00000000 PA USD 269001.04000000 0.110770953532 Long DBT CORP US N 2 2032-07-27 Fixed 4.40000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBN4 200000.00000000 PA USD 195596.85000000 0.080544110842 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BX6 215000.00000000 PA USD 230208.59000000 0.094796752553 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810TT5 2323100.00000000 PA USD 2217063.19000000 0.912956335029 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N GLP Capital, L.P. / GLP Financing II, Inc. 2549005PXW31DRW8EC44 361841AL3 200000.00000000 PA USD 200286.24000000 0.082475137583 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BU1 200000.00000000 PA USD 246511.32000000 0.101509994061 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AR4 252000.00000000 PA USD 241547.57000000 0.099465989619 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FS2 300000.00000000 PA USD 219818.93000000 0.090518432495 Long DBT CORP US N 2 2071-04-06 Fixed 3.79900000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LAS3 225000.00000000 PA USD 241572.48000000 0.099476247217 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AS6 300000.00000000 PA USD 316827.03000000 0.130465042878 Long DBT CORP US N 2 2040-03-15 Fixed 6.35000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F4D7 15262.87000000 PA USD 14135.76000000 0.005820912863 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.92268000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAY8 300000.00000000 PA USD 213313.97000000 0.087839778830 Long DBT CORP KY N 2 2041-02-09 Fixed 2.70000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523BZ2 131000.00000000 PA USD 130800.06000000 0.053861677888 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAH5 250000.00000000 PA USD 218323.01000000 0.089902433075 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 250000.00000000 PA USD 225076.30000000 0.092683345642 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHJY4 1273668.15000000 PA USD 1157061.70000000 0.476462201799 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 221000.00000000 PA USD 197301.96000000 0.081246251847 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 275000.00000000 PA USD 237547.75000000 0.097818918383 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N BMO 2024-5C5 Mortgage Trust N/A 05593RAB8 1500000.00000000 PA USD 1528572.30000000 0.629445191788 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.46210000 N N N N N N Time Warner Cable, LLC 549300U5NFR7S6E3GM41 88732JBB3 105000.00000000 PA USD 92516.43000000 0.038097002035 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810FJ2 3000000.00000000 PA USD 3259687.50000000 1.342294782920 Long DBT UST US N 2 2029-08-15 Fixed 6.12500000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAX0 525000.00000000 PA USD 451549.26000000 0.185941816793 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 1415188.00000000 NS USD 1415188.00000000 0.582755085955 Long STIV RF US N 1 N N N Uniform Mortgage-Backed Securities N/A 01F0306C7 2992000.00000000 PA USD 2608385.03000000 1.074097323015 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3.00000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AV1 250000.00000000 PA USD 206779.15000000 0.085148829224 Long DBT CORP US N 2 2052-04-01 Fixed 5.10000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023BA2 183000.00000000 PA USD 179906.71000000 0.074083125528 Long DBT CORP US N 2 2040-02-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QMMU5 733845.27000000 PA USD 642208.07000000 0.264452510220 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAS3 200000.00000000 PA USD 215815.55000000 0.088869895300 Long DBT CORP US N 2 2029-10-30 Variable 7.41300000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AN3 300000.00000000 PA USD 313019.27000000 0.128897059326 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 62000.00000000 PA USD 71278.09000000 0.029351343754 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVK46 924532.18000000 PA USD 827432.12000000 0.340725243722 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BR4 419000.00000000 PA USD 415313.55000000 0.171020446420 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Transatlantic Holdings, Inc. RN37QJVS1BV19MNIC295 893521AB0 200000.00000000 PA USD 253891.34000000 0.104548985481 Long DBT CORP US N 2 2039-11-30 Fixed 8.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 325000.00000000 PA USD 247337.64000000 0.101850261349 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Dell International LLC / EMC Corp. 254900ZARLSVK41DKO78 24703TAJ5 29000.00000000 PA USD 35193.19000000 0.014492074878 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 48125LRU8 283000.00000000 PA USD 286457.61000000 0.117959330589 Long DBT CORP US N 2 2026-12-08 Fixed 5.11000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CX1 200000.00000000 PA USD 189303.45000000 0.077952574694 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FQ1 200000.00000000 PA USD 171133.50000000 0.070470437498 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJZ4 125000.00000000 PA USD 123893.51000000 0.051017654947 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWQJ2 296762.76000000 PA USD 263750.37000000 0.108608799354 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKD2 2500000.00000000 PA USD 2513525.40000000 1.035035423229 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0204C0 782000.00000000 PA USD 701451.25000000 0.288848042442 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 2.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 301000.00000000 PA USD 294348.63000000 0.121208744828 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZG0 100000.00000000 PA USD 94283.80000000 0.038824780858 Long DBT CORP CA N 2 2026-09-10 Fixed 1.25000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co. S.a.r.l. N/A 46590XAZ9 200000.00000000 PA USD 200597.80000000 0.082603433735 Long DBT CORP LU N 2 2028-02-01 Fixed 5.12500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810SD1 1000000.00000000 PA USD 777246.09000000 0.320059322144 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CP1 250000.00000000 PA USD 238105.38000000 0.098048542800 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co. S.a.r.l. N/A 46590XAN6 225000.00000000 PA USD 207561.13000000 0.085470837905 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHE4 3000000.00000000 PA USD 2952421.86000000 1.215766989828 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SK5 1687600.00000000 PA USD 1148194.25000000 0.472810707024 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBT4 100000.00000000 PA USD 100734.50000000 0.041481090997 Long DBT CORP US N 2 N/A Variable 5.87500000 N N N N N N Linde Inc. ZU69GUVJQGZ6Z1UOOO79 74005PBQ6 500000.00000000 PA USD 493131.69000000 0.203064893422 Long DBT CORP US N 2 2026-01-30 Fixed 3.20000000 N N N N N N Conopco, Inc. 549300DWD4D3B5EZJC04 126149AD5 225000.00000000 PA USD 237121.17000000 0.097643258567 Long DBT CORP US N 2 2026-12-15 Fixed 7.25000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2S0 200000.00000000 PA USD 202598.33000000 0.083427224661 Long DBT CORP CA N 2 2026-07-17 Fixed 5.53200000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBB2 10000.00000000 PA USD 9946.81000000 0.004095960477 Long DBT CORP US N 2 2025-11-03 Fixed 4.05000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDW8 294000.00000000 PA USD 178561.32000000 0.073529112305 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502AL5 162000.00000000 PA USD 142405.68000000 0.058640713664 Long DBT CORP US N 2 2030-03-15 Fixed 2.30000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FW8 200000.00000000 PA USD 148603.98000000 0.061193088931 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAG8 200000.00000000 PA USD 207054.06000000 0.085262033406 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128282A7 4500000.00000000 PA USD 4301015.63000000 1.771099481593 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AM9 228000.00000000 PA USD 223307.76000000 0.091955085029 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAF0 236000.00000000 PA USD 193198.05000000 0.079556317771 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECL7 300000.00000000 PA USD 326264.87000000 0.134351416462 Long DBT CORP GB N 2 2034-09-13 Variable 6.69200000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAZ2 200000.00000000 PA USD 189608.16000000 0.078078050109 Long DBT CORP JP N 2 2027-01-22 Fixed 2.32900000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 450000.00000000 PA USD 434666.22000000 0.178989611555 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 200000.00000000 PA USD 213148.47000000 0.087771628190 Long DBT CORP GB N 2 2028-11-03 Variable 7.39000000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAN8 450000.00000000 PA USD 437591.16000000 0.180194061890 Long DBT CORP US N 2 2027-05-17 Fixed 3.10000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AQ0 260000.00000000 PA USD 224272.89000000 0.092352512379 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 06428CAA2 250000.00000000 PA USD 254138.33000000 0.104650692589 Long DBT CORP US N 2 2026-08-18 Fixed 5.52600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 415000.00000000 PA USD 411452.57000000 0.169430547600 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAG8 218000.00000000 PA USD 191677.73000000 0.078930270763 Long DBT CORP US N 2 2030-08-15 Fixed 2.29400000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CFT3 2100000.00000000 PA USD 2091058.60000000 0.861069366177 Long DBT UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N Appalachian Power Co. 3SCHO1ABYYIG382BEI70 037735CM7 250000.00000000 PA USD 286650.70000000 0.118038842413 Long DBT CORP US N 2 2038-04-01 Fixed 7.00000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AJ3 300000.00000000 PA USD 291642.35000000 0.120094335694 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAQ5 200000.00000000 PA USD 203218.12000000 0.083682445716 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N Entergy Louisiana, LLC 0V5453U14HDZO63CGH17 29364WBA5 400000.00000000 PA USD 374743.46000000 0.154314237573 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BH2 275000.00000000 PA USD 245719.05000000 0.101183748098 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAG5 806000.00000000 PA USD 784861.87000000 0.323195396311 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CK9 470000.00000000 PA USD 336899.21000000 0.138730492402 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAP5 260000.00000000 PA USD 254778.93000000 0.104914482918 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807AW3 250000.00000000 PA USD 258930.73000000 0.106624137441 Long DBT CORP US N 2 2028-03-15 Fixed 6.25000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXQT5 36659.54000000 PA USD 7498.82000000 0.003087911636 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXK3 592165.61000000 PA USD 478349.25000000 0.196977686569 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEX6 200000.00000000 PA USD 192558.68000000 0.079293033939 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBT7 3500000.00000000 PA USD 3341611.32000000 1.376029892860 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 9128282A7 2680000.00000000 PA USD 2561493.75000000 1.054788134478 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RAX2 200000.00000000 PA USD 214637.18000000 0.088384658632 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200AP6 383000.00000000 PA USD 503130.99000000 0.207182468565 Long DBT CORP US N 2 2096-12-01 Fixed 7.12500000 N N N N N Uniform Mortgage-Backed Securities N/A 01F0326C3 6375000.00000000 PA USD 5779158.20000000 2.379778399472 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 3.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810TU2 1021200.00000000 PA USD 1010489.37000000 0.416105718584 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAS8 340000.00000000 PA USD 299494.99000000 0.123327945573 Long DBT CORP JP N 2 2030-07-16 Fixed 2.67900000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJR3 1800000.00000000 PA USD 1775636.71000000 0.731182940755 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AE1 250000.00000000 PA USD 307664.61000000 0.126692083487 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CJ7 500000.00000000 PA USD 490381.81000000 0.201932530404 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CV1 400000.00000000 PA USD 397752.67000000 0.163789115930 Long DBT CORP US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0406C6 3825000.00000000 PA USD 3577615.26000000 1.473213091375 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBR0 200000.00000000 PA USD 175661.16000000 0.072334866035 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAW9 290000.00000000 PA USD 275317.95000000 0.113372170776 Long DBT CORP JP N 2 2026-07-14 Fixed 1.65300000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBK5 235000.00000000 PA USD 233811.16000000 0.096280241666 Long DBT CORP US N 2 2079-05-01 Variable 5.65000000 N N N N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AH2 250000.00000000 PA USD 258499.66000000 0.106446628704 Long DBT CORP US N 2 2036-11-17 Fixed 6.20000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 450000.00000000 PA USD 438582.00000000 0.180602076267 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CGC9 1500000.00000000 PA USD 1490009.76000000 0.613565664606 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJF9 3823300.00000000 PA USD 3927021.96000000 1.617093997299 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBZ0 500000.00000000 PA USD 500420.28000000 0.206066235217 Long DBT CORP US N 2 2030-03-23 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JY2W5 324096.04000000 PA USD 288044.49000000 0.118612786095 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136APZR6 167437.55000000 PA USD 18174.96000000 0.007484200245 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BR5 250000.00000000 PA USD 237146.21000000 0.097653569697 Long DBT CORP US N 2 2026-08-15 Fixed 1.30000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBB4 260000.00000000 PA USD 237933.11000000 0.097977604367 Long DBT CORP JP N 2 2029-01-22 Fixed 2.71000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967EW7 200000.00000000 PA USD 254441.60000000 0.104775575032 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBW4 415000.00000000 PA USD 406104.25000000 0.167228182485 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N UBS AG 254900R882POXXVAK772 22550L2G5 350000.00000000 PA USD 331163.72000000 0.136368695971 Long DBT CORP CH N 2 2026-08-07 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6A76 372393.24000000 PA USD 317254.19000000 0.130640941530 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Cintas Corp. No. 2 549300QVUQTTKMTE0G41 17252MAN0 250000.00000000 PA USD 245585.45000000 0.101128733443 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 280000.00000000 PA USD 306569.50000000 0.126241132149 Long DBT CORP GB N 2 2044-03-09 Variable 6.33200000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CC2 400000.00000000 PA USD 339979.27000000 0.139998819034 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXB0 100000.00000000 PA USD 101788.01000000 0.041914912023 Long DBT CORP US N 2 2028-07-14 Fixed 4.95000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBR5 350000.00000000 PA USD 323067.36000000 0.133034725525 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EC0 400000.00000000 PA USD 406626.64000000 0.167443295551 Long DBT CORP US N 2 2031-06-01 Fixed 5.55000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NAY7 400000.00000000 PA USD 449397.22000000 0.185055636119 Long DBT CORP US N 2 2039-07-01 Fixed 6.55000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 4882250.41000000 PA USD 108082.28000000 0.044506806425 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.12525700 N N N N N N CHRISTUS Health OQUVMAC1TV7BMO6XVW61 17108JAA1 430000.00000000 PA USD 425068.15000000 0.175037257445 Long DBT CORP US N 2 2028-07-01 Fixed 4.34100000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAS4 200000.00000000 PA USD 201758.84000000 0.083081534147 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CG3 475000.00000000 PA USD 475184.50000000 0.195674485751 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXU8 520000.00000000 PA USD 530675.94000000 0.218525102692 Long DBT CORP US N 2 2034-06-12 Fixed 5.05000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0226C4 4250000.00000000 PA USD 3557263.77000000 1.464832625809 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 2.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810SN9 1926000.00000000 PA USD 985231.76000000 0.405704979822 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Duke Energy Indiana, LLC 6URPHM2EAWGJ2C6ISB97 263901AB6 96000.00000000 PA USD 107576.92000000 0.044298706081 Long DBT CORP US N 2 2039-04-01 Fixed 6.45000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AF5 650000.00000000 PA USD 660099.57000000 0.271819985510 Long DBT CORP GB N 2 2028-09-30 Variable 5.51600000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BK7 275000.00000000 PA USD 278674.00000000 0.114754146320 Long DBT CORP US N 2 2052-09-01 Variable 6.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0526C1 1730000.00000000 PA USD 1728146.95000000 0.711627306330 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSPK1 948973.19000000 PA USD 912718.57000000 0.375845038760 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N Viatris Inc. 254900ZZTSW7NL773X71 92556VAD8 400000.00000000 PA USD 351087.28000000 0.144572945809 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMU83 2939087.24000000 PA USD 28220.53000000 0.011620828742 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 1.09471600 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JN8 500000.00000000 PA USD 448648.81000000 0.184747451105 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BJ2 425000.00000000 PA USD 419990.10000000 0.172946185825 Long DBT CORP US N 2 2025-11-03 Fixed 3.12500000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810TC2 1000000.00000000 PA USD 708261.72000000 0.291652500952 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AZ6 400000.00000000 PA USD 381150.49000000 0.156952565003 Long DBT CORP US N 2 2029-06-01 Fixed 4.20000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECG8 400000.00000000 PA USD 421667.31000000 0.173636837991 Long DBT CORP GB N 2 2034-05-09 Variable 6.22400000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDH8 325000.00000000 PA USD 314958.38000000 0.129695558335 Long DBT CORP GB N 2 2028-11-28 Fixed 3.72300000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CY5 320000.00000000 PA USD 314542.88000000 0.129524461111 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 275000.00000000 PA USD 267568.92000000 0.110181226079 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBJ8 250000.00000000 PA USD 238455.85000000 0.098192861558 Long DBT CORP US N 2 2029-04-01 Fixed 3.50000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBB8 200000.00000000 PA USD 189258.70000000 0.077934147255 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N Bank N/A 065405AJ1 2203409.70000000 PA USD 66944.87000000 0.027566982952 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.09535800 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJB7 600000.00000000 PA USD 497480.13000000 0.204855521612 Long DBT CORP US N 2 2036-11-03 Variable 2.49100000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428XBG0 500000.00000000 PA USD 434469.19000000 0.178908477293 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2M4 390000.00000000 PA USD 370851.52000000 0.152711589848 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WCE9 100000.00000000 PA USD 97007.52000000 0.039946371546 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAU6 400000.00000000 PA USD 354145.84000000 0.145832419035 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 163000.00000000 PA USD 166813.15000000 0.068691376387 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV3W3 127599.47000000 PA USD 123982.82000000 0.051054431585 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214DC4 400000.00000000 PA USD 388793.85000000 0.160099996237 Long DBT CORP AU N 2 2026-08-19 Fixed 2.70000000 N N N N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113AQ2 91000.00000000 PA USD 85776.60000000 0.035321632112 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513AQ8 90000.00000000 PA USD 87445.81000000 0.036008989987 Long DBT CORP US N 2 2027-03-02 Fixed 3.20000000 N N N N N N Coca-Cola Consolidated, Inc. 57VG5X0E00X0QJU7CQ58 191098AP7 520000.00000000 PA USD 535030.46000000 0.220318234542 Long DBT CORP US N 2 2034-06-01 Fixed 5.45000000 N N N N N N Time Warner Cable Enterprises LLC N/A 88731EAJ9 35000.00000000 PA USD 40207.89000000 0.016557059834 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002BD2 190000.00000000 PA USD 185399.64000000 0.076345039065 Long DBT CORP US N 2 2026-12-15 Fixed 3.28000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BK3 284000.00000000 PA USD 286492.32000000 0.117973623693 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N BBCMS Mortgage Trust N/A 07336WAZ2 760000.00000000 PA USD 771728.78000000 0.317787369256 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.12200000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKE0 3534000.00000000 PA USD 3541316.48000000 1.458265749638 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N N CDW LLC / CDW Finance Corp. 549300RU2J599RPFD076 12513GBJ7 240000.00000000 PA USD 215236.68000000 0.088631524542 Long DBT CORP US N 2 2031-12-01 Fixed 3.56900000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BY4 200000.00000000 PA USD 219682.61000000 0.090462297782 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CK3 429000.00000000 PA USD 386949.81000000 0.159340645756 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 200000.00000000 PA USD 197969.25000000 0.081521032753 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 19503.73000000 PA USD 586.23000000 0.000241401505 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AR9 500000.00000000 PA USD 468566.28000000 0.192949193165 Long DBT CORP KY N 2 2030-04-07 Fixed 3.42500000 N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 196478.60000000 0.080907203446 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CQ0 200000.00000000 PA USD 202041.86000000 0.083198077916 Long DBT CORP US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Affiliated Managers Group, Inc. 2JE75BUE3T1BLCYYGK54 008252AR9 504000.00000000 PA USD 506457.87000000 0.208552432302 Long DBT CORP US N 2 2034-08-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K9ND7 180184.13000000 PA USD 160143.58000000 0.065944938572 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63254AAS7 770000.00000000 PA USD 747467.52000000 0.307796913814 Long DBT CORP AU N 2 2026-07-12 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QT2N8 932029.86000000 PA USD 937403.30000000 0.386009873364 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKQ3 1300000.00000000 PA USD 1317976.56000000 0.542724742939 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N Discovery Communications, LLC L2Z2MO2EQURH3BREWI15 25470DAR0 200000.00000000 PA USD 191313.09000000 0.078780116993 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KHJH0 47392.88000000 PA USD 45913.42000000 0.018906519147 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BF6 394000.00000000 PA USD 389780.13000000 0.160506132868 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBT9 250000.00000000 PA USD 246253.00000000 0.101403621414 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 460000.00000000 PA USD 428014.06000000 0.176250342940 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Cousins Properties L.P. 254900ZQIHJ5FQH4C329 222793AA9 300000.00000000 PA USD 306300.25000000 0.126130258677 Long DBT CORP US N 2 2034-10-01 Fixed 5.87500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKS9 9800000.00000000 PA USD 9885750.00000000 4.070816803836 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CJ2 300000.00000000 PA USD 316027.50000000 0.130135807346 Long DBT CORP US N 2 2029-11-17 Variable 6.19600000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLC7 1079580.81000000 PA USD 920550.09000000 0.379069951712 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540AT6 250000.00000000 PA USD 241872.24000000 0.099599684290 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BF9 325000.00000000 PA USD 372534.78000000 0.153404733321 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 100000.00000000 PA USD 97132.23000000 0.039997725420 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CT5 117000.00000000 PA USD 111205.25000000 0.045792802809 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214CX9 451000.00000000 PA USD 440942.88000000 0.181574254400 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85000000 N N N N N N Provident Funding Mortgage Trust 2024-1 N/A 74389BAC5 991146.73000000 PA USD 988156.54000000 0.406909364272 Long ABS-MBS CORP US N 2 2054-12-25 Variable 5.50000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 545000.00000000 PA USD 539349.37000000 0.222096702681 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS3J8 670620.96000000 PA USD 659400.61000000 0.271532163330 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D59 230000.00000000 PA USD 240810.07000000 0.099162297194 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Banc of America Mortgage Trust N/A 05952HAZ2 10976.37000000 PA USD 9350.81000000 0.003850535819 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B28 260000.00000000 PA USD 255606.82000000 0.105255396710 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 189754AC8 449000.00000000 PA USD 440768.38000000 0.181502397683 Long DBT CORP US N 2 2027-07-15 Fixed 4.12500000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAZ8 400000.00000000 PA USD 447681.27000000 0.184349031351 Long DBT CORP ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502AH4 331000.00000000 PA USD 326042.84000000 0.134259987541 Long DBT CORP US N 2 2028-11-15 Fixed 4.25000000 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807CE5 244000.00000000 PA USD 277939.26000000 0.114451590425 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 120000.00000000 PA USD 116571.49000000 0.048002547135 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 100000.00000000 PA USD 98310.55000000 0.040482941500 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 108000.00000000 PA USD 104884.40000000 0.043189963126 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BE7 100000.00000000 PA USD 102644.09000000 0.042267434072 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 434000.00000000 PA USD 422253.27000000 0.173878128315 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N Koninklijke KPN N.V. 549300YO0JZHAL7FVP81 780641AH9 175000.00000000 PA USD 205487.37000000 0.084616891866 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AN8 200000.00000000 PA USD 201400.62000000 0.082934024044 Long DBT CORP KY N 2 2028-11-14 Fixed 4.87500000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAL5 187000.00000000 PA USD 190161.60000000 0.078305949141 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAT8 350000.00000000 PA USD 297852.89000000 0.122651751226 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0224C6 950000.00000000 PA USD 874920.37000000 0.360280256350 Long DBT CORP US N 2 2039-12-01 Fixed 2.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DH5 200000.00000000 PA USD 234704.60000000 0.096648148053 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BA3 256000.00000000 PA USD 263225.64000000 0.108392722708 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659AV3 200000.00000000 PA USD 191119.50000000 0.078700399275 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 200000.00000000 PA USD 178198.62000000 0.073379757399 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Discovery Communications, LLC L2Z2MO2EQURH3BREWI15 25470DBF5 289000.00000000 PA USD 273289.80000000 0.112537006312 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 153000.00000000 PA USD 138123.65000000 0.056877432205 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAN4 200000.00000000 PA USD 206788.55000000 0.085152700015 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWA3 200000.00000000 PA USD 189414.27000000 0.077998208856 Long DBT CORP US N 2 2027-01-11 Fixed 1.70000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CA6 200000.00000000 PA USD 219553.47000000 0.090409119694 Long DBT CORP US N 2 2031-07-16 Fixed 7.45000000 N N N N N N Dell International LLC / EMC Corp. N/A 24703TAK2 15000.00000000 PA USD 19911.90000000 0.008199448409 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBS3 170000.00000000 PA USD 149609.87000000 0.061607300691 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLA1 1196336.58000000 PA USD 1022139.09000000 0.420902914136 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBA2 297000.00000000 PA USD 291301.94000000 0.119954159506 Long DBT CORP US N 2 2032-06-01 Fixed 4.45000000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 988786.56000000 PA USD 986963.73000000 0.406418181408 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.34800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5WF6 192705.11000000 PA USD 170992.56000000 0.070412400331 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ASXP6 44610.25000000 PA USD 5275.27000000 0.002172284122 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543BY8 32000.00000000 PA USD 43508.34000000 0.017916140058 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N American Airlines Pass-Through Trust IWUQB36BXD6OWD6X4T14 02379KAA2 424057.96000000 PA USD 373776.90000000 0.153916221369 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVF3 470000.00000000 PA USD 443703.09000000 0.182710871171 Long DBT CORP US N 2 2027-03-09 Fixed 1.75000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448FM5 260000.00000000 PA USD 248461.07000000 0.102312874476 Long DBT CORP US N 2 2032-07-18 Fixed 3.90000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DE5 310000.00000000 PA USD 318694.25000000 0.131233938566 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CDJ7 7894000.00000000 PA USD 6584551.88000000 2.711428514663 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFU8 430000.00000000 PA USD 428296.86000000 0.176366796117 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 225000.00000000 PA USD 173000.43000000 0.071239213768 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDX4 200000.00000000 PA USD 203724.51000000 0.083890970200 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0304C9 3750000.00000000 PA USD 3529756.31000000 1.453505429552 Long DBT CORP US N 2 2039-12-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0M58 1423509.74000000 PA USD 1367832.03000000 0.563254544424 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Cummins Inc. ZUNI8PYC725B6H8JU438 231021AX4 500000.00000000 PA USD 513235.04000000 0.211343178327 Long DBT CORP US N 2 2054-02-20 Fixed 5.45000000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAC0 135000.00000000 PA USD 134339.69000000 0.055319249169 Long DBT CORP CA N 2 2026-03-04 Fixed 4.15000000 N N N N N N Revvity, Inc. 549300IKL1SDPFI7N655 714046AG4 200000.00000000 PA USD 186503.18000000 0.076799461761 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N Stewart Information Services Corp. 529900TV1XI0PLKENU10 86038AAA0 225000.00000000 PA USD 195754.94000000 0.080609210144 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 250000.00000000 PA USD 219130.39000000 0.090234901129 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 480000.00000000 PA USD 488865.99000000 0.201308336435 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AB8 210000.00000000 PA USD 209884.01000000 0.086427368157 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJS1 2300000.00000000 PA USD 2297753.91000000 0.946183671234 Long DBT UST US N 2 2025-12-31 Fixed 4.25000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AH5 350000.00000000 PA USD 340077.79000000 0.140039388224 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63254AAP3 300000.00000000 PA USD 296191.37000000 0.121967559987 Long DBT CORP AU N 2 2026-01-14 Fixed 3.37500000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674ZW3 200000.00000000 PA USD 206923.09000000 0.085208101749 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N Invesco Private Prime Fund N/A N/A 1585004.35870000 NS USD 1585004.35870000 0.652683142659 Long STIV PF US N 2 N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797LZ8 590000.00000000 PA USD 585700.72000000 0.241183555420 Long DBT UST US N 2 2025-01-30 None 0.00000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BA1 95000.00000000 PA USD 93460.36000000 0.038485699515 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787GAJ1 365000.00000000 PA USD 357427.59000000 0.147183798854 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CQ1 216000.00000000 PA USD 180279.77000000 0.074236746539 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N nVent Finance S.a.r.l. 549300KO1OQ4MVFB6X02 67078AAD5 280000.00000000 PA USD 278309.95000000 0.114604235504 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JU2 400000.00000000 PA USD 335859.91000000 0.138302522859 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BN9 460000.00000000 PA USD 388939.15000000 0.160159828792 Long DBT CORP US N 2 2060-03-25 Fixed 4.95000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2H4 250000.00000000 PA USD 250448.49000000 0.103131266882 Long DBT CORP CA N 2 2027-09-15 Fixed 4.69300000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECA1 260000.00000000 PA USD 266047.52000000 0.109554734343 Long DBT CORP GB N 2 2033-08-09 Variable 5.74600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWV2 200000.00000000 PA USD 193745.35000000 0.079781688434 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 200000.00000000 PA USD 203760.26000000 0.083905691562 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0324C5 750000.00000000 PA USD 718458.52000000 0.295851403897 Long DBT CORP US N 2 2039-12-01 Fixed 3.50000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAR2 450000.00000000 PA USD 412828.92000000 0.169997309728 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BA8 200000.00000000 PA USD 200102.54000000 0.082399492433 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BJ2 200000.00000000 PA USD 184261.98000000 0.075876566218 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CQ5 125000.00000000 PA USD 106221.54000000 0.043740579112 Long DBT CORP US N 2 2030-09-01 Fixed 1.30000000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAR3 350000.00000000 PA USD 336545.78000000 0.138584954756 Long DBT CORP US N 2 2029-05-15 Fixed 3.70000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAR3 570000.00000000 PA USD 542150.11000000 0.223250009153 Long DBT CORP KY N 2 2034-11-28 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QLQZ2 761576.11000000 PA USD 645017.79000000 0.265609514534 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QUG34 960480.97000000 PA USD 948846.93000000 0.390722203870 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 200000.00000000 PA USD 201239.61000000 0.082867722326 Long DBT CORP US N 2 2026-09-29 Variable 5.61000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 171000.00000000 PA USD 182561.47000000 0.075176319430 Long DBT CORP MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAN7 100000.00000000 PA USD 97986.62000000 0.040349551551 Long DBT CORP US N 2 2027-06-01 Fixed 3.60000000 N N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670BS6 194000.00000000 PA USD 190919.28000000 0.078617951414 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFY1 200000.00000000 PA USD 198094.96000000 0.081572798414 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810RG5 1500000.00000000 PA USD 1279335.93000000 0.526813059362 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CW2 260000.00000000 PA USD 267161.02000000 0.110013258432 Long DBT CORP US N 2 2034-06-01 Fixed 4.95000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CH3 400000.00000000 PA USD 530519.01000000 0.218460481062 Long DBT CORP US N 2 2039-03-15 Fixed 8.45000000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 452327AM1 221000.00000000 PA USD 190704.05000000 0.078529322641 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CS6 300000.00000000 PA USD 253496.67000000 0.104386465766 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSTZ4 1726098.83000000 PA USD 1732913.71000000 0.713590192981 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAV9 260000.00000000 PA USD 260945.19000000 0.107453664550 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECE3 200000.00000000 PA USD 225753.82000000 0.092962339123 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAL6 200000.00000000 PA USD 200064.18000000 0.082383696309 Long DBT CORP US N 2 2029-01-26 Variable 4.87300000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 410000.00000000 PA USD 401885.53000000 0.165490971220 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAE8 120000.00000000 PA USD 114976.36000000 0.047345694391 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002AQ4 225000.00000000 PA USD 231762.59000000 0.095436668525 Long DBT CORP US N 2 2033-06-01 Fixed 5.35000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 475000.00000000 PA USD 492435.47000000 0.202778199537 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346AH8 219000.00000000 PA USD 244308.15000000 0.100602758752 Long DBT CORP US N 2 2037-12-01 Fixed 6.40000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 260000.00000000 PA USD 264457.65000000 0.108900047596 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N Plains All American Pipeline L.P./ PAA Finance Corp. N/A 72650RAR3 100000.00000000 PA USD 108559.07000000 0.044703142034 Long DBT CORP US N 2 2037-01-15 Fixed 6.65000000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AE5 150000.00000000 PA USD 172091.73000000 0.070865023522 Long DBT CORP US N 2 2031-03-01 Fixed 7.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 300000.00000000 PA USD 314730.97000000 0.129601914003 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDY9 600000.00000000 PA USD 648857.03000000 0.267190461119 Long DBT CORP US N 2 2034-10-23 Variable 6.25400000 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550AW6 131000.00000000 PA USD 147346.25000000 0.060675172898 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7S59 415188.66000000 PA USD 354027.51000000 0.145783692358 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EL8 300000.00000000 PA USD 307049.90000000 0.126438954306 Long DBT CORP US N 2 2064-02-22 Fixed 5.65000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0206C8 7350000.00000000 PA USD 5889152.00000000 2.425072343721 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 2.00000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CFZ9 7000000.00000000 PA USD 6953242.17000000 2.863250139521 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAB1 400000.00000000 PA USD 394328.98000000 0.162379287158 Long DBT CORP ES N 2 2027-04-11 Fixed 4.25000000 N N N N N N Kyndryl Holdings, Inc. 549300LQ4LWX2R8ZV130 50155QAK6 575000.00000000 PA USD 529315.74000000 0.217964990913 Long DBT CORP US N 2 2028-10-15 Fixed 2.70000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAD5 275000.00000000 PA USD 266186.31000000 0.109611886169 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N Conoco Funding Co. XX71EBFZWSRCIL200314 20825UAC8 200000.00000000 PA USD 229229.54000000 0.094393593138 Long DBT CORP CA N 2 2031-10-15 Fixed 7.25000000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 330281.60000000 PA USD 338568.04000000 0.139417693799 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJB8 5720000.00000000 PA USD 5746559.50000000 2.366354700133 Long DBT UST US N 2 2025-09-30 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JM0 450000.00000000 PA USD 440339.07000000 0.181325613690 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AC5 250000.00000000 PA USD 218001.89000000 0.089770200245 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EX7 190000.00000000 PA USD 188756.29000000 0.077727261680 Long DBT CORP US N 2 2027-09-09 Fixed 3.95000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CF1 520000.00000000 PA USD 538477.65000000 0.221737740293 Long DBT CORP US N 2 2064-05-22 Fixed 5.60000000 N N N N N N Ascension Health N/A 04352EAA3 225000.00000000 PA USD 205847.95000000 0.084765373785 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAN8 441000.00000000 PA USD 418030.38000000 0.172139199900 Long DBT CORP US N 2 2027-01-21 Fixed 2.75000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEP3 225000.00000000 PA USD 230328.43000000 0.094846101028 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Australia & New Zealand Banking Group Ltd./New York NY JHE42UYNWWTJB8YTTU19 05253JAL5 400000.00000000 PA USD 396680.03000000 0.163347417431 Long DBT CORP AU N 2 2025-11-16 Fixed 3.70000000 N N N N N N Healthpeak OP, LLC PZ9HF5U52KPF0MH0QN75 42250PAB9 300000.00000000 PA USD 269599.99000000 0.111017592960 Long DBT CORP US N 2 2031-01-15 Fixed 2.87500000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400EB5 500000.00000000 PA USD 533956.49000000 0.219875988368 Long DBT CORP US N 2 2029-04-01 Fixed 6.65000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 418000.00000000 PA USD 377253.19000000 0.155347710103 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810RD2 2100000.00000000 PA USD 1900910.15000000 0.782768832026 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LAQ9 480000.00000000 PA USD 481590.59000000 0.198312426102 Long DBT CORP CA N 2 2027-09-14 Fixed 4.70000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 400000.00000000 PA USD 350368.65000000 0.144277023792 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCLQ9 1628372.55000000 PA USD 1306567.13000000 0.538026495525 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 520000.00000000 PA USD 487692.48000000 0.200825101048 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N EFMT 2024-INV2 N/A 26844LAA6 467069.72000000 PA USD 462571.75000000 0.190480727600 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.03500000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AL2 300000.00000000 PA USD 297195.72000000 0.122381137597 Long DBT CORP KY N 2 2028-03-29 Fixed 4.37500000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BJ7 300000.00000000 PA USD 274607.24000000 0.113079510107 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N N iShares MBS ETF 549300M0TH0IE2E6RP07 464288588 10000.00000000 NS USD 939300.00000000 0.386790908514 Long EC RF US N 1 N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAU9 520000.00000000 PA USD 494476.55000000 0.203618688399 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DA3 400000.00000000 PA USD 394956.08000000 0.162637518371 Long DBT CORP US N 2 2054-05-15 Fixed 5.50000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBL2 205000.00000000 PA USD 197727.61000000 0.081421528702 Long DBT CORP US N 2 2025-11-15 Fixed 0.75000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JG3 500000.00000000 PA USD 433280.68000000 0.178419065111 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NK7 12000.00000000 PA USD 11939.21000000 0.004916403580 Long DBT CORP US N 2 2046-04-20 Variable 5.25000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05971KAC3 400000.00000000 PA USD 375258.00000000 0.154526118116 Long DBT CORP ES N 2 2029-06-27 Fixed 3.30600000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CDF5 4025000.00000000 PA USD 3630911.61000000 1.495159800240 Long DBT UST US N 2 2028-10-31 Fixed 1.37500000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29278NAR4 470000.00000000 PA USD 419656.52000000 0.172808822138 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Prudential Funding (Asia) PLC 2549005TNASWKLR0XC37 744330AA9 200000.00000000 PA USD 184002.08000000 0.075769542948 Long DBT CORP GB N 2 2030-04-14 Fixed 3.12500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAU7 200000.00000000 PA USD 197070.09000000 0.081150770948 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140AX8 260000.00000000 PA USD 251099.80000000 0.103399467443 Long DBT CORP US N 2 2027-05-11 Fixed 3.15000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJA9 200000.00000000 PA USD 167438.89000000 0.068949047571 Long DBT CORP US N 2 2030-07-22 Fixed 1.37500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJW2 800000.00000000 PA USD 796578.13000000 0.328019992127 Long DBT UST US N 2 2029-01-31 Fixed 4.00000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AH3 187000.00000000 PA USD 185316.27000000 0.076310708437 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Tennessee Gas Pipeline Co., L.L.C. OP63ORXB4ZHLAWFS1Q36 880451AS8 300000.00000000 PA USD 314910.06000000 0.129675660819 Long DBT CORP US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FLN59 2860022.16000000 PA USD 14718.53000000 0.006060889588 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.77154500 N N N N N N Estee Lauder Cos. Inc. (The) 549300VFZ8XJ9NUPU221 29736RAQ3 240000.00000000 PA USD 215811.57000000 0.088868256391 Long DBT CORP US N 2 2030-04-15 Fixed 2.60000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LVA6 333000.00000000 PA USD 338651.09000000 0.139451892654 Long DBT CORP US N 2 2027-07-02 Fixed 5.55000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAP9 100000.00000000 PA USD 104270.07000000 0.042936990424 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810UA4 600000.00000000 PA USD 623906.25000000 0.256916070760 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 450000.00000000 PA USD 508109.05000000 0.209232365669 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBB9 400000.00000000 PA USD 370548.51000000 0.152586814469 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GRVG2 929182.82000000 PA USD 932507.50000000 0.383993849804 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AE5 475000.00000000 PA USD 448654.46000000 0.184749777698 Long DBT CORP US N 2 2032-03-15 Fixed 4.05000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKB6 8100000.00000000 PA USD 8130058.61000000 3.347847073389 Long DBT UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 762027.01000000 NS USD 762027.01000000 0.313792312903 Long STIV RF US N 1 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810RP5 2000000.00000000 PA USD 1588437.50000000 0.654096863348 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVK61 942336.21000000 PA USD 838769.99000000 0.345394023705 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLE3 299000.00000000 PA USD 311549.61000000 0.128291873415 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BS0 250000.00000000 PA USD 239913.62000000 0.098793151330 Long DBT CORP US N 2 2026-03-15 Fixed 1.65000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAG4 350000.00000000 PA USD 378216.82000000 0.155744519773 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Western Midstream Operating, L.P. L6D8A6MLSY454J2JXJ60 958667AF4 200000.00000000 PA USD 208554.40000000 0.085879852923 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AN8 300000.00000000 PA USD 308663.35000000 0.127103350975 Long DBT CORP GB N 2 2035-03-01 Variable 5.77800000 N N N N N N Mylan Inc. 30ZMPDNA1RHIBH89C294 628530BK2 225000.00000000 PA USD 221988.23000000 0.091411720601 Long DBT CORP US N 2 2028-04-15 Fixed 4.55000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKU8 150000.00000000 PA USD 149261.33000000 0.061463776681 Long DBT CORP US N 2 2030-05-17 Fixed 4.55000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AQ6 250000.00000000 PA USD 242949.97000000 0.100043478781 Long DBT CORP NL N 2 2029-04-09 Fixed 4.05000000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAJ0 520000.00000000 PA USD 532566.68000000 0.219303683595 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAW4 200000.00000000 PA USD 207169.01000000 0.085309368246 Long DBT CORP US N 2 2028-11-15 Fixed 6.60000000 N N N N N N CDW LLC / CDW Finance Corp. 549300RU2J599RPFD076 12513GBH1 275000.00000000 PA USD 256432.36000000 0.105595342805 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N AXA F5WCUMTUM4RKZ1MAIE39 054536AA5 150000.00000000 PA USD 180048.26000000 0.074141413884 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-31 N/A N/A 1860000.00000000 PA USD 1825302.41000000 0.751634597548 Long ABS-MBS CORP US N 2 2053-12-01 Fixed 5.00000000 N N N N N N United Airlines Pass Through Trust N/A 90932LAJ6 283520.53000000 PA USD 294234.94000000 0.121161928839 Long DBT CORP US N 2 2037-07-15 Fixed 5.80000000 N N N N N N Brookfield Finance Inc. 549300XH8D8K6OYWGD17 11271LAK8 200000.00000000 PA USD 215788.79000000 0.088858875898 Long DBT CORP CA N 2 2034-01-05 Fixed 6.35000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAM7 200000.00000000 PA USD 177915.80000000 0.073263295987 Long DBT CORP ES N 2 2031-03-25 Fixed 2.95800000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 365000.00000000 PA USD 360233.87000000 0.148339386622 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DJ5 300000.00000000 PA USD 304627.34000000 0.125441377192 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 04636NAH6 250000.00000000 PA USD 252717.25000000 0.104065511258 Long DBT CORP US N 2 2033-03-03 Fixed 4.87500000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AV6 225000.00000000 PA USD 221556.36000000 0.091233882435 Long DBT CORP JP N 2 2028-03-02 Fixed 3.96100000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZS6 260000.00000000 PA USD 258332.33000000 0.106377724496 Long DBT CORP CA N 2 2027-08-03 Fixed 4.24000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AA5 240000.00000000 PA USD 207400.16000000 0.085404552658 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QS4H1 853998.76000000 PA USD 869060.21000000 0.357867122516 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EC8 400000.00000000 PA USD 455108.20000000 0.187407339668 Long DBT CORP US N 2 2063-11-15 Fixed 6.40000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 500000.00000000 PA USD 446298.04000000 0.183779436132 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAG4 112000.00000000 PA USD 98999.74000000 0.040766740527 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4RK4 85720.82000000 PA USD 83246.43000000 0.034279742670 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAL3 207000.00000000 PA USD 206624.58000000 0.085085179409 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175CJ1 520000.00000000 PA USD 475764.19000000 0.195913194174 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0426C8 250000.00000000 PA USD 241255.61000000 0.099345764479 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAX3 150000.00000000 PA USD 133141.70000000 0.054825933252 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 425000.00000000 PA USD 424400.55000000 0.174762348885 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214DK6 300000.00000000 PA USD 293729.17000000 0.120953659662 Long DBT CORP AU N 2 2027-03-08 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0426C2 3300000.00000000 PA USD 3169087.12000000 1.304986784099 Long DBT CORP US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Invesco Private Government Fund N/A N/A 616866.00000000 NS USD 616866.00000000 0.254016991984 Long STIV PF US N 2 N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 300000.00000000 PA USD 275454.73000000 0.113428494912 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N N/A N/A N/A -53.00000000 NC USD -36101.34000000 -0.01486603864 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-03-31 5666781.50000000 USD -36101.34000000 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CZ3 383000.00000000 PA USD 386829.89000000 0.159291264338 Long DBT CORP US N 2 2026-12-05 Fixed 5.00000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CFV8 500000.00000000 PA USD 499384.77000000 0.205639826345 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QST84 1753396.40000000 PA USD 1783652.59000000 0.734483770637 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KB2 200000.00000000 PA USD 194709.96000000 0.080178901655 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 475000.00000000 PA USD 487507.71000000 0.200749015286 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CA5 520000.00000000 PA USD 516657.09000000 0.212752331769 Long DBT CORP US N 2 2034-02-15 Fixed 4.75000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AG8 200000.00000000 PA USD 167753.17000000 0.069078463781 Long DBT CORP US N 2 2031-04-15 Fixed 1.87500000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBP3 520000.00000000 PA USD 431681.29000000 0.177760458157 Long DBT CORP US N 2 2031-03-15 Fixed 1.50000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BL7 200000.00000000 PA USD 172468.61000000 0.071020217557 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Pharmacia LLC N/A 71713UAW2 175000.00000000 PA USD 187976.49000000 0.077406150693 Long DBT CORP US N 2 2028-12-01 Fixed 6.60000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555CZ5 300000.00000000 PA USD 274854.38000000 0.113181278983 Long DBT CORP US N 2 2029-08-15 Fixed 2.60000000 N N N N N N Wabtec Corp. 06BTX5UWZD0GQ5N5Y745 960386AR1 212000.00000000 PA USD 219386.28000000 0.090340273136 Long DBT CORP US N 2 2034-03-11 Fixed 5.61100000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLM5 200000.00000000 PA USD 198829.31000000 0.081875193712 Long DBT CORP US N 2 2034-01-05 Fixed 4.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPJA6 878089.35000000 PA USD 824861.86000000 0.339666845766 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMJA4 270485.21000000 PA USD 236470.20000000 0.097375198013 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 13.00000000 NC USD 63344.84000000 0.026084539777 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-03-20 1590092.66000000 USD 63344.84000000 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJG7 2711300.00000000 PA USD 2817739.70000000 1.160306716192 Long DBT UST US N 2 2030-10-31 Fixed 4.87500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAP5 98000.00000000 PA USD 93015.22000000 0.038302396943 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TJK2 227000.00000000 PA USD 216098.94000000 0.088986591431 Long DBT CORP US N 2 2026-06-18 Fixed 1.12500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAN5 200000.00000000 PA USD 199055.71000000 0.081968422139 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AC3 280000.00000000 PA USD 311068.23000000 0.128093647707 Long DBT CORP US N 2 2038-05-16 Fixed 6.37500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AN2 225000.00000000 PA USD 234104.60000000 0.096401076249 Long DBT CORP NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXH2 400000.00000000 PA USD 380758.92000000 0.156791321826 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AYAT0 464797.49000000 PA USD 45532.35000000 0.018749599726 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 1.05149000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21685WCJ4 125000.00000000 PA USD 127488.09000000 0.052497853886 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SL3 1400000.00000000 PA USD 872156.25000000 0.359142029494 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BC7 225000.00000000 PA USD 221828.97000000 0.091346139509 Long DBT CORP JP N 2 2028-09-11 Fixed 4.05000000 N N N N N N Nokia OYJ 549300A0JPRWG1KI7U06 654902AE5 250000.00000000 PA USD 245856.50000000 0.101240348130 Long DBT CORP FI N 2 2027-06-12 Fixed 4.37500000 N N N N N N Time Warner Cable, LLC 549300U5NFR7S6E3GM41 88732JAN8 106000.00000000 PA USD 111726.11000000 0.046007285842 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAZ2 330000.00000000 PA USD 324434.94000000 0.133597876286 Long DBT CORP GB N 2 2028-05-18 Fixed 3.87500000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 36186CBY8 218000.00000000 PA USD 245148.16000000 0.100948663395 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BK9 375000.00000000 PA USD 364612.34000000 0.150142380755 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAL4 259000.00000000 PA USD 282840.51000000 0.116469858221 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CJ5 450000.00000000 PA USD 332979.05000000 0.137116224066 Long DBT CORP US N 2 2121-05-15 Fixed 4.10000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274AF9 400000.00000000 PA USD 407975.66000000 0.167998803559 Long DBT CORP GB N 2 2034-01-11 Fixed 5.41800000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 400000.00000000 PA USD 403723.38000000 0.166247772744 Long DBT CORP GB N 2 2033-08-11 Variable 5.40200000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAS1 275000.00000000 PA USD 240867.40000000 0.099185904905 Long DBT CORP US N 2 2030-06-15 Fixed 2.12500000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBA0 250000.00000000 PA USD 242169.78000000 0.099722207197 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 400000.00000000 PA USD 410152.24000000 0.168895089469 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N N/A N/A N/A -32.00000000 NC USD -65569.44000000 -0.02700059966 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-03-20 3607930.56000000 USD -65569.44000000 N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EC0 150000.00000000 PA USD 136382.58000000 0.056160483363 Long DBT CORP US N 2 2028-02-08 Fixed 1.20000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PET5 350000.00000000 PA USD 381391.46000000 0.157051793157 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807DQ7 290000.00000000 PA USD 246328.93000000 0.101434888350 Long DBT CORP US N 2 2032-01-15 Fixed 2.25000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 208251AE8 200000.00000000 PA USD 219561.43000000 0.090412397513 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAK6 100000.00000000 PA USD 108171.87000000 0.044543698363 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Aon Corp. LTS3U8DGK38SETRUWX71 037389AK9 100000.00000000 PA USD 105666.73000000 0.043512115933 Long DBT CORP US N 2 2027-01-01 Fixed 8.20500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAT7 94000.00000000 PA USD 94028.23000000 0.038719540623 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FD0 260000.00000000 PA USD 253479.87000000 0.104379547756 Long DBT CORP US N 2 2033-04-15 Fixed 4.10000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 289000.00000000 PA USD 292792.88000000 0.120568108231 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0526C7 1000000.00000000 PA USD 1001029.53000000 0.412210285700 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BG8 250000.00000000 PA USD 246767.81000000 0.101615613139 Long DBT CORP US N 2 2027-08-15 Fixed 3.95000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAZ5 300000.00000000 PA USD 206007.17000000 0.084830938405 Long DBT CORP KY N 2 2051-02-09 Fixed 3.15000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CU0 300000.00000000 PA USD 285080.22000000 0.117392140203 Long DBT CORP US N 2 2029-06-15 Fixed 3.50000000 N N N N N N N/A N/A N/A -82.00000000 NC USD -113568.52000000 -0.04676596511 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-03-20 9003806.48000000 USD -113568.52000000 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBZ2 450000.00000000 PA USD 385931.40000000 0.158921278430 Long DBT CORP JP N 2 2030-09-23 Fixed 2.14200000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CJ7 500000.00000000 PA USD 483493.09000000 0.199095849612 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCS8 186000.00000000 PA USD 185180.06000000 0.076254619020 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N N/A N/A N/A -78.00000000 NC USD -46470.06000000 -0.01913573589 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-03-31 16030061.27000000 USD -46470.06000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMPV2 1589829.07000000 PA USD 1620682.68000000 0.667374987980 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Brookfield Finance Inc. 549300XH8D8K6OYWGD17 11271LAC6 440000.00000000 PA USD 430879.27000000 0.177430197277 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B93W3 100615.51000000 PA USD 9405.56000000 0.003873081121 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 1.17989000 N N N N N N BlackRock Funding, Inc. 529900VBK42Y5HHRMD23 09290DAK7 520000.00000000 PA USD 529664.55000000 0.218108626106 Long DBT CORP US N 2 2055-01-08 Fixed 5.35000000 N N N N N N Marvell Technology, Inc. N/A 573874AJ3 200000.00000000 PA USD 178085.18000000 0.073333044357 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N Concentrix Corp. 5493000EAJN1KMPVA737 20602DAA9 800000.00000000 PA USD 815675.30000000 0.335883945852 Long DBT CORP US N 2 2026-08-02 Fixed 6.65000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWB6 220000.00000000 PA USD 216316.41000000 0.089076142606 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AE1 248000.00000000 PA USD 238470.90000000 0.098199058943 Long DBT CORP US N 2 2064-11-01 Fixed 5.26700000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LAP9 27000.00000000 PA USD 29857.32000000 0.012294836504 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N B.A.T. International Finance PLC 21380041YBGOQDFAC823 05530QAP5 265000.00000000 PA USD 262907.08000000 0.108261544051 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLH0 203000.00000000 PA USD 206218.78000000 0.084918076513 Long DBT CORP US N 2 2034-04-25 Variable 5.28800000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBK7 450000.00000000 PA USD 429034.52000000 0.176670554428 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AT2 180000.00000000 PA USD 173329.63000000 0.071374773831 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 220000.00000000 PA USD 185706.75000000 0.076471502767 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0506C1 600000.00000000 PA USD 591376.94000000 0.243520945275 Long ABS-MBS CORP US N 2 2024-12-19 Fixed 5.00000000 N N N N N N 2024-12-30 AIM Investment Securities Funds (Invesco Investment Securities Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer XXXX